Can models with experimental features be exported?
Adaptive subdivision and micropolygon displacement are only processed at render time. They can't be exported in FBX. If you really want all that geometry, you have to use regular subdivision and a regular displacement modifier. However the level of detail used in Andrew's tutorial is unusable for a game engine. You should use the old method shown at the very begining of the video that is create 3 circles, add a screw modifier, an array and a curve modifier like this : 



and add a normal map to get the details.